CME Swiss Franc Future June 2024
| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1948 |
1.1944 |
-0.0005 |
0.0% |
1.2030 |
| High |
1.2002 |
1.1944 |
-0.0058 |
-0.5% |
1.2030 |
| Low |
1.1948 |
1.1925 |
-0.0023 |
-0.2% |
1.1870 |
| Close |
1.2002 |
1.1925 |
-0.0077 |
-0.6% |
1.1966 |
| Range |
0.0054 |
0.0019 |
-0.0035 |
-65.4% |
0.0160 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
6 |
16 |
10 |
166.7% |
63 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1987 |
1.1974 |
1.1935 |
|
| R3 |
1.1968 |
1.1956 |
1.1930 |
|
| R2 |
1.1950 |
1.1950 |
1.1928 |
|
| R1 |
1.1937 |
1.1937 |
1.1927 |
1.1934 |
| PP |
1.1931 |
1.1931 |
1.1931 |
1.1930 |
| S1 |
1.1919 |
1.1919 |
1.1923 |
1.1916 |
| S2 |
1.1913 |
1.1913 |
1.1922 |
|
| S3 |
1.1894 |
1.1900 |
1.1920 |
|
| S4 |
1.1876 |
1.1882 |
1.1915 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2435 |
1.2361 |
1.2054 |
|
| R3 |
1.2275 |
1.2201 |
1.2010 |
|
| R2 |
1.2115 |
1.2115 |
1.1995 |
|
| R1 |
1.2041 |
1.2041 |
1.1981 |
1.1998 |
| PP |
1.1955 |
1.1955 |
1.1955 |
1.1934 |
| S1 |
1.1881 |
1.1881 |
1.1951 |
1.1838 |
| S2 |
1.1795 |
1.1795 |
1.1937 |
|
| S3 |
1.1635 |
1.1721 |
1.1922 |
|
| S4 |
1.1475 |
1.1561 |
1.1878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2022 |
1.1870 |
0.0152 |
1.3% |
0.0061 |
0.5% |
36% |
False |
False |
14 |
| 10 |
1.2197 |
1.1870 |
0.0327 |
2.7% |
0.0068 |
0.6% |
17% |
False |
False |
13 |
| 20 |
1.2197 |
1.1582 |
0.0615 |
5.2% |
0.0066 |
0.6% |
56% |
False |
False |
43 |
| 40 |
1.2197 |
1.1326 |
0.0871 |
7.3% |
0.0047 |
0.4% |
69% |
False |
False |
23 |
| 60 |
1.2197 |
1.1270 |
0.0927 |
7.8% |
0.0039 |
0.3% |
71% |
False |
False |
16 |
| 80 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0038 |
0.3% |
74% |
False |
False |
12 |
| 100 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
74% |
False |
False |
10 |
| 120 |
1.2197 |
1.1145 |
0.1052 |
8.8% |
0.0035 |
0.3% |
74% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2022 |
|
2.618 |
1.1992 |
|
1.618 |
1.1973 |
|
1.000 |
1.1962 |
|
0.618 |
1.1955 |
|
HIGH |
1.1944 |
|
0.618 |
1.1936 |
|
0.500 |
1.1934 |
|
0.382 |
1.1932 |
|
LOW |
1.1925 |
|
0.618 |
1.1914 |
|
1.000 |
1.1907 |
|
1.618 |
1.1895 |
|
2.618 |
1.1877 |
|
4.250 |
1.1846 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1934 |
1.1946 |
| PP |
1.1931 |
1.1939 |
| S1 |
1.1928 |
1.1932 |
|